Week 9 - Tree-Based Methods¶
Dr. David Elliott¶
1.1. Introduction
1.1. Introduction ¶
Tree-based methods stratify or segment the predictor space into a number of simple regions1.
As the spliting rules to make these decision regions can be summerised in a tree structure, these approaches are called decision trees.
A decision tree can be thought of as breaking data down by asking a series of questions in order to categorise samples into the same class.
NOTES
"In the context of the different categories of machine learning algorithms that we defined at the beginning of this course, we may categorize decision trees as follows:
- Supervised learning algorithm: classification and regression
- Optimization method: combinatorial -> greedy search
- Eager learning algorithm
- Batch learning algorithm
- Nonparametric model
- Deterministic (vs. stochastic)"
- Supervised learning algorithm:
- greedy search:
- Eager learning algorithm:
- Batch learning algorithm:
- Nonparametric model:
- Deterministic:
TODO
- in the notes explain what these are again.
- have a look through this: https://github.com/JWarmenhoven/ISLR-python/blob/master/Notebooks/Chapter%208.ipynb
https://github.com/rasbt/stat479-machine-learning-fs19/blob/master/06_trees/06-trees__notes.pdf
In [1]:
%matplotlib inline
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
import seaborn as sns; sns.set()
import matplotlib
from IPython.display import Image
import os
from sklearn.model_selection import train_test_split
from sklearn.datasets import load_breast_cancer
from time import time
from sklearn.model_selection import GridSearchCV, RandomizedSearchCV
import warnings # prevent warnings
import joblib # saving models
import itertools
matplotlib.rcParams['animation.embed_limit'] = 30000000.0
# colours for printing outputs
class color:
PURPLE = '\033[95m'
CYAN = '\033[96m'
DARKCYAN = '\033[36m'
BLUE = '\033[94m'
GREEN = '\033[92m'
YELLOW = '\033[93m'
RED = '\033[91m'
BOLD = '\033[1m'
UNDERLINE = '\033[4m'
END = '\033[0m'
image_dir = os.path.join(os.getcwd(),"Images")
data_dir = os.path.join(os.getcwd(),"..","Data")
fig_num=0
plt.rcParams['figure.dpi'] = 120
# golden ratio for figures ()
gr = 1.618
height_pix = 500
width_pix = height_pix*gr
height_inch = 4
width_inch = height_inch*gr
In [2]:
# Centered figures in the notebook and presentation
# ...was a real pain to find this:
# https://gist.githubusercontent.com/maxalbert/800b9f06c7b2dd365ea5
import matplotlib.pyplot as plt
import matplotlib
import numpy as np
import urllib
import base64
from io import BytesIO, StringIO
def fig2str(fig, format='svg'):
"""
Return a string containing the raw data of the matplotlib figure in the given format.
"""
assert isinstance(fig, matplotlib.figure.Figure)
imgdata = BytesIO()
fig.savefig(imgdata, format=format, bbox_inches='tight')
imgdata.seek(0) # rewind the data
output = imgdata.getvalue()
if format == 'svg':
return output
else:
return urllib.parse.quote(base64.b64encode(output))
class MatplotlibFigure(object):
"""
Thin wrapper around a matplotlib figure which provides a custom
HTML representation that allows tweaking the appearance
"""
def __init__(self, fig, centered=False):
assert isinstance(fig, matplotlib.figure.Figure)
self.centered = centered
def _repr_html_(self):
img_str_png = fig2str(fig, format='png')
uri = 'data:image/png;base64,' + img_str_png
html_repr = "<img src='{}'>".format(uri)
if self.centered:
html_repr = "<center>" + html_repr + "</center>"
return html_repr
In [3]:
# TODO: Tidy code here, maybe split it up thoughout the notebook...
# not sure why I thought this way would be helpful looking back its just confusing :P
col_dict = {
"Adelie":"#ff7600",
"Chinstrap":"#c65dcb",
"Gentoo":"#057576"}
shape_dict = {
"Adelie":"o",
"Chinstrap":"s",
"Gentoo":"X"}
datasets = {}
penguins = sns.load_dataset("penguins")
# dropna
penguins_rm = penguins.dropna()
# keep categorical features
penguins_cat = penguins_rm[["island", "sex", "species"]]
penguins_bin = penguins_cat[penguins_cat.species != "Chinstrap"]
y_bin = penguins_bin[["species"]].replace({'Adelie': 0, 'Gentoo': 1}).values.flatten()
# for the classification data we don't want species there either
penguins_class_feat = penguins_bin.drop("species", axis=1)
datasets['cat'] = {"df":penguins_bin,
"X": penguins_class_feat[["island", "sex"]].values,
"y": y_bin,
"feats": ["island", "sex"],
"class": ['Adelie', 'Gentoo']}
# drop continuous features
penguins_cont = penguins_rm.drop(["island", "sex", "species"], axis=1)
# for the regression data we don't want body_mass_g there either
penguins_reg_feat = penguins_cont.drop(["body_mass_g"], axis=1)
datasets['reg_full'] = {"df":penguins_cont,
"X":penguins_reg_feat.values,
"y": penguins_rm[["body_mass_g"]].values.flatten(),
"feats": list(penguins_reg_feat.columns)}
# regression datset just to compare flipper length to body mass
datasets['flbm'] = {"df":penguins_cont,
"X":penguins_reg_feat[["flipper_length_mm"]].values,
"y": penguins_rm[["body_mass_g"]].values.flatten(),
"feats": ["Flipper Length (mm)"]}
# make a binary classification dataset
penguins_class = penguins_rm.drop(["island", "sex"], axis=1)
# for the classification data we don't want species there either
penguins_class_feat = penguins_class.drop("species", axis=1)
y_multi = penguins_class[["species"]].replace({'Adelie': 0, 'Gentoo': 1, "Chinstrap":2}).values.flatten()
datasets['multi'] = {"df":penguins_class,
"X": penguins_class_feat.values,
"y": y_multi,
"feats": list(penguins_class_feat.columns),
"class": ['Adelie', 'Gentoo', "Chinstrap"]}
datasets['multi2'] = {"df":penguins_class,
"X": penguins_class_feat[["flipper_length_mm", "bill_length_mm"]].values,
"y": y_multi,
"feats": ["flipper_length_mm", "bill_length_mm"],
"class": ['Adelie', 'Gentoo', "Chinstrap"]}
penguins_bin = penguins_class[penguins_class.species != "Chinstrap"]
y_bin = penguins_bin[["species"]].replace({'Adelie': 0, 'Gentoo': 1}).values.flatten()
# for the classification data we don't want species there either
penguins_class_feat = penguins_bin.drop("species", axis=1)
datasets['bin'] = {"df":penguins_bin,
"X": penguins_class_feat.values,
"y": y_bin,
"feats": list(penguins_class_feat.columns),
"class": ['Adelie', 'Gentoo']}
datasets['flbl'] = {"df":penguins_bin,
"X": penguins_class_feat[["flipper_length_mm", "bill_length_mm"]].values,
"y": y_bin,
"feats": ["flipper_length_mm", "bill_length_mm"],
"class": ['Adelie', 'Gentoo']}
datasets['blbd'] = {"df":penguins_bin,
"X": penguins_class_feat[["bill_length_mm", "bill_depth_mm"]].values,
"y": y_bin,
"feats": ["bill_length_mm", "bill_depth_mm"],
"class": ['Adelie', 'Gentoo']}
In [4]:
if os.path.exists(os.path.join(data_dir,"palmerpenguins")):
print("Already Cloned")
else:
import git
git.Git(os.getcwd()).clone("https://github.com/allisonhorst/palmerpenguins.git")
penguins_fig_dir = os.path.join(data_dir,"palmerpenguins", "man", "figures")
Terminology5¶
Root node: no incoming edge, zero, or more outgoing edges.
Internal node: one incoming edge, two (or more) outgoing edges.
Leaf node: each leaf node is assigned a class label if nodes are pure; otherwise, the class label is determined by majority vote.
Parent and child nodes: If a node is split, we refer to that given node as the parent node, and the resulting nodes are called child nodes.
Notes
- Leaves are typically drawn upside down, so they are at the bottom of the tree
In [5]:
# taken from https://github.com/rasbt/stat479-machine-learning-fs19/blob/master/06_trees/06-trees__slides.pdf
# TODO: If I had time I would make my own diagram with "Global Pandemic?" as the second box.
fig_num+=1
print(color.BOLD+color.UNDERLINE+"Figure %d: Categorical Decision Tree"%fig_num+color.END)
Image(os.path.join(image_dir, "tree_terms.png"), width=550)
Out[5]:
Dataset Example: Penguins ¶
The "palmer penguins" dataset2 contains data for 344 penguins from 3 different species and from 3 islands in the Palmer Archipelago, Antarctica.
Artwork by @allison_horst
In [6]:
fig_num+=1
print(color.BOLD+color.UNDERLINE+"Figure %d: Penguin Buddies"%fig_num+color.END)
Image(os.path.join(penguins_fig_dir, "lter_penguins.png"), width=600)
Out[6]:
In [7]:
display(penguins.head())
In [8]:
fig_num+=1
sns.pairplot(penguins, hue="species", markers=shape_dict, palette=col_dict, height=1.5, aspect = 1.5)
plt.suptitle("Figure %d: Penguins Data Pairplot"%fig_num)
plt.tight_layout()
plt.show()
In [9]:
g = sns.scatterplot(data=datasets['flbl']['df'], x = "flipper_length_mm",
y = "bill_length_mm", hue="species", style = "species",
markers = shape_dict, palette= col_dict)
#plt.title("")
g.axes.get_legend().set_title(False)
plt.suptitle('Extra: Example plot')
plt.show()
1.3. General Decision Tree Algorithm ¶
An algorithm starts at a tree root and then splits the data based on the features that give the best split based on a splitting criterion.
Generally this splitting procedure occours until3,4...
- ...all the samples within a given node all belong to the same class,
- ...the maximum depth of the tree is reached,
- ...a split cannot be found that improves the model.
NOTES
- The process of growing a decision tree can be expressed as a recursive algorithm as follows5:
- Pick a feature such that when parent node is split, it results in the largest information gain and stopping if information gain is not positive.
- Stop if child nodes are pure or no improvement in class purity can be made.
- Go back to step 1 for each of the two child nodes.
TODO
- I made way to many specific functions below so refactor to make it a bit more managable!
In [10]:
from sklearn.tree import DecisionTreeClassifier
from mlxtend.plotting import plot_decision_regions
from sklearn import tree
from re import search
DT_g1 = DecisionTreeClassifier(criterion='gini',
max_depth = 1,
random_state=42)
l_labels = [[189, 57.5],[219, 57.5]]
r_labels = [[0.225, 0.4],[0.725, 0.4]]
tp_labels = [[0.28, 0.5],[0.64, 0.5]]
def regions_tree(DT, X, y, feature_names, class_names, col_dict, l_label_pos=None,
r_label_pos=None, tp_label_pos=None, impurity = False,
xaxis_lim = None, yaxis_lim = None, color=False, title=None, savefig=None):
DT.fit(X,y)
fig, axes = plt.subplots(ncols=2, figsize=(15, 5))
plt.sca(axes[0])
scatter_kwargs = {"c":col_dict, "marker":shape_dict}
ax = plot_decision_regions(X, y, clf = DT,
markers = ','.join([shape_dict[x] for x in class_names]),
colors = ','.join([col_dict[x] for x in class_names])
)
handles, labels = ax.get_legend_handles_labels()
if l_label_pos:
plt.text(l_label_pos[0][0], l_label_pos[0][1], "$R_1$", bbox=dict(facecolor='white', alpha=0.3))
plt.text(l_label_pos[1][0], l_label_pos[1][1], "$R_2$", bbox=dict(facecolor='white', alpha=0.3))
ax.legend(handles,
class_names,
framealpha=0.3, scatterpoints=1)
plt.xlabel(feature_names[0])
plt.ylabel(feature_names[1])
if xaxis_lim:
plt.xlim(xaxis_lim)
if yaxis_lim:
plt.ylim(yaxis_lim)
# The arrows dont show up on versions of Scikit Learn due to a weird interaction with sns
# so I need to use `plt.style.context("classic")`.
with plt.style.context("classic"):
plt.sca(axes[1])
tp = tree.plot_tree(DT,
feature_names=feature_names,
class_names=class_names,
filled = True,
impurity = impurity)
if r_label_pos:
axes[1].text(r_label_pos[0][0], r_label_pos[0][1],
"$R_1$")
axes[1].text(r_label_pos[1][0], r_label_pos[1][1],
"$R_2$")
if tp_label_pos:
axes[1].text(tp_label_pos[0][0], tp_label_pos[0][1],
"False", {'fontweight':'bold'})
axes[1].text(tp_label_pos[1][0], tp_label_pos[1][1],
"True", {'fontweight':'bold'})
for i, node in enumerate(tp):
for class_name in class_names:
if search(class_name, node.get_text()):
tp[i].set_backgroundcolor(col_dict[class_name])
if title:
plt.suptitle(title)
if savefig:
plt.savefig(savefig)
plt.show()
Below is an example of a very shallow decision tree where we have set max_depth = 1.
Terminology (Reminder)1
- The regions $R_1$ and $R_2$ are known as terminal nodes or leaves of the tree.
- The points where the predictor space is split are known as the internal nodes. In this case as we only have one split this is the "root node".
- The segments of the trees that connect the nodes are branches.
In [11]:
fig_num+=1
regions_tree(DT_g1, datasets['flbl']['X'], datasets['flbl']['y'],
datasets['flbl']['feats'], datasets['flbl']['class'],
col_dict, l_labels, r_labels, tp_labels,
title="Figure %d: Shallow Penguins Tree"%fig_num)
Extra: dtreeviz
Heres an additional visualisation package with extra features such as bein able to follow the path of a hypothetical test sample.
I don't use dtreeviz in the lectures, as it can be a bit of a hassle to setup. However you may also find this a useful way of thinking about the splitting.
Notes
- "For classifiers, however, the target is a category, rather than a number, so we chose to illustrate feature-target space using histograms as an indicator of feature space distributions." https://explained.ai/decision-tree-viz/index.html
In [12]:
from re import search
# Change to True if you want to run the dtreeviz code
DTREEVIS = True
if DTREEVIS:
if not search("graphviz", os.environ.get('PATH')):
# CHANGE THIS TO WHERE graphviz IS ON YOUR COMPUTER!
GRAPHVIS_PATH = 'C:\\Program Files\\Graphviz\\bin'
#C:\Users\delliot2\.conda\envs\mlp\Lib\site-packages\graphviz
os.environ["PATH"] += os.pathsep + GRAPHVIS_PATH
from dtreeviz.trees import dtreeviz
DT_g1.fit(datasets['flbl']['X'], datasets['flbl']['y'])
viz = dtreeviz(DT_g1, datasets['flbl']['X'], datasets['flbl']['y'],
feature_names=datasets['flbl']['feats'],
class_names=['Adelie', 'Gentoo'],
orientation ='LR', colors = col_dict, scale=2.0
)
display(viz)
We can make the tree "deeper", and therefore more complex, by setting the max_depth = 3.
In [13]:
DT_g3 = DecisionTreeClassifier(criterion='gini',
max_depth = 3,
random_state=42)
In [14]:
fig_num+=1
regions_tree(DT_g3, datasets['flbl']['X'], datasets['flbl']['y'],
datasets['flbl']['feats'], datasets['flbl']['class'],
col_dict, [[219, 57.5],[219, 37.5]],
title="Figure %d: Penguins Tree (max_depth = 3)"%fig_num,
savefig = os.path.join(image_dir,"Soft_Margin_Hyperplane.png")
)
We could also use more than 2 features as seen below.
NOTES
- Although more features are harder to plot decision boundaries (see
dtreeviz).
In [15]:
# TODO: time allowing, do a 3d plot of the decision boundary.
DT_g = DecisionTreeClassifier(criterion='gini',
max_depth = 3,
random_state=42)
DT_g.fit(datasets['bin']['X'], datasets['bin']['y'])
fig, axes = plt.subplots(figsize=(10, 5))
tp = tree.plot_tree(DT_g,
feature_names=datasets['bin']['feats'],
class_names=datasets['bin']['class'],
filled = True,
impurity = False,
ax=axes
)
for i, node in enumerate(tp):
for class_name in datasets['bin']['class']:
if search(class_name, node.get_text()):
tp[i].set_backgroundcolor(col_dict[class_name])
fig_num+=1
plt.title("Figure %d: Multiple Features Penguins Tree (max_depth = 3)"%fig_num)
plt.savefig(os.path.join(image_dir, "figurex.png"))
plt.show()
We could also also easily extend this to have more than a 2 (binary) class labels.
In [16]:
fig_num+=1
regions_tree(DT_g, datasets['multi2']['X'], datasets['multi2']['y'],
datasets['multi2']['feats'], datasets['multi2']['class'],
col_dict,
title="Figure %d: Multiple Penguin Classes Tree (max_depth = 3)"%fig_num
)
plt.show()
In [17]:
DT_g = DecisionTreeClassifier(criterion='gini',
random_state=42)
DT_g.fit(datasets['multi']['X'], datasets['multi']['y'])
fig, axes = plt.subplots(figsize=(10, 5))
tp = tree.plot_tree(DT_g,
feature_names=datasets['multi']['feats'],
class_names=datasets['multi']['class'],
filled = True,
impurity = False,
ax=axes
)
for i, node in enumerate(tp):
for class_name in datasets['bin']['class']:
if search(class_name, node.get_text()):
tp[i].set_backgroundcolor(col_dict[class_name])
plt.title("Multiple Features and Penguin Classes Tree")
plt.savefig(os.path.join(image_dir, "figurey.png"))
plt.show()
In a general sense this approach is pretty simple, however there are a number of design choices and considerations we have to make including5:
- How do we decide which features to select for splitting a parent node into child nodes?
- How do we decide where to split features?
- When do we stop growing a tree?
- How do we make predictions if no attributes exist to perfectly separate non-pure nodes further?
1.4. Specific Decision Tree Algorithms ¶
Most decision tree algorithms address the following implimentation choices differently5:
- Splitting Criterion: Information gain, statistical tests, objective function, etc.
- Number of Splits: Binary or multi-way.
- Variables: Discrete vs. Continuous.
- Pruning: Pre- vs. Post-pruning.
There are a number of decision tree algorithms, prominant ones include:
- Iterative Dichotomizer 3 (ID3)
- C4.5
- CART
Notes
- Binary means nodes always have two children.
CART¶
Scikit-Learn uses an optimised version of the Classification And Regression Tree (CART) algorithm.
- Splitting Criterion: Information gain
- Number of Splits: Binary
- Independent Variables (Features): Continuous
- Dependent variable: Continuous or Categorical
- Pruning: Pre- & Post-pruning
Notes
- "scikit-learn uses an optimised version of the CART algorithm; however, scikit-learn implementation does not support categorical variables for now." https://scikit-learn.org/stable/modules/tree.html
Information Gain4¶
An algorithm starts at a tree root and then splits the data based on the feature, $f$, that gives the largest information gain, $IG$.
To split using information gain relies on calculating the difference between an impurity measure of a parent node, $D_p$, and the impurities of its child nodes, $D_j$; information gain being high when the sum of the impurity of the child nodes is low.
We can maximise the information gain at each split using,
$$IG(D_p,f) = I(D_p)-\sum^m_{j=1}\frac{N_j}{N_p}I(D_j),$$where $I$ is out impurity measure, $N_p$ is the total number of samples at the parent node, and $N_j$ is the number of samples in the $j$th child node.
Some algorithms, such as Scikit-learn's implimentation of CART, reduce the potential search space by implimenting binary trees:
$$IG(D_p,f) = I(D_p) - \frac{N_\text{left}}{N_p}I(D_\text{left})-\frac{N_\text{right}}{N_p}I(D_\text{right}).$$Three impurity measures that are commonly used in binary decision trees are the classification error ($I_E$), gini impurity ($I_G$), and entropy ($I_H$)4.
In [18]:
def gini(p):
return p * (1 - p) + (1 - p) * (1 - (1 - p))
def entropy(p):
return - p * np.log2(p) - (1 - p) * np.log2((1 - p))
def error(p):
return 1 - np.max([p, 1 - p])
# edited from https://github.com/rasbt/python-machine-learning-book-3rd-edition/blob/master/ch03/ch03.ipynb
def inf_gain_plot(plot_type="All", title=None):
x = np.arange(0.0, 1.0, 0.01)
ent = [entropy(p) if p != 0 else None for p in x]
sc_ent = [e * 0.5 if e else None for e in ent]
err = [error(i) for i in x]
lab_ls_c = zip([ent, sc_ent, gini(x), err],
['Entropy', 'Entropy (scaled)',
'Gini impurity', 'Misclassification error'],
['-', '-', '--', '-.'],
['black', 'gray', 'red', 'green', 'cyan'])
if plot_type not in ["All", "Entropy", "Gini", "Misclassification"]:
print("Not a valid `plot_type`")
return
fig = plt.figure()
ax = plt.subplot(111)
for i, lab, ls, c, in lab_ls_c:
alpha = 0.1
if plot_type == "All":
alpha = 1.
elif plot_type == "Entropy" and lab in ['Entropy', 'Entropy (scaled)']:
alpha = 1.
elif plot_type == "Gini" and lab == "Gini impurity":
alpha = 1.
elif plot_type == "Misclassification" and lab == "Misclassification error":
alpha = 1.
line = ax.plot(x, i, label=lab, linestyle=ls, lw=2, color=c, alpha=alpha)
ax.legend(loc='lower center', bbox_to_anchor=(0.5,-0.3),
ncol=5, fancybox=True, shadow=False)
ax.axhline(y=0.5, linewidth=1, color='k', linestyle='--')
ax.axhline(y=1.0, linewidth=1, color='k', linestyle='--')
plt.ylim([0, 1.1])
plt.xlabel('p(i=1)')
plt.ylabel('impurity index')
if title:
plt.title(title)
plt.show()
fig_num+=1
inf_gain_plot(plot_type="All",
title="Figure %d: Impurity Measures"%fig_num)
Classification Error4¶
This is simply the fraction of the training observations in a region that does belongs to the most common class:
$$I_E = 1 - \max\left\{p(i|t)\right\}$$Here $p(i|t)$ is the proportion of the samples that belong to the $i$th class $c$, for node $t$.
Notes
- Another way of writing this is $E = 1 - \substack{max\\k}(\hat p_{mk})$, where $\hat p_{mk}$ is the proportion of training observations in the $m$th region that are from the $k$th class1.
In [19]:
fig_num+=1
inf_gain_plot(plot_type="Misclassification",
title="Figure %d: Classification Error"%fig_num
)
Entropy Impurity4¶
For all non-empty classes ($p(i|t) \neq 0$), entropy is given by
$$I_H=-\sum^c_{i=1}p(i|t)\log_2p(i|t).$$The entropy is therefore 0 if all samples at the node belong to the same class and maximal if we have a uniform class distribution.
For example in binary classification ($c=2$):
- $I_H=0 \text{ if } p(i=1|t)=1 \text{ or } p(i=0|t)=0$
- $I_H=1 \text{ if } p(i=1|t)=0.5 \text{ or } p(i=0|t)=0.5$
Notes
- In binary classification, entropy reaches its minimum (0) when all examples in a given node have the same label; on the other hand, the entropy is at its maximum of 1 when exactly one-half of examples a node are labeled with 1which would be useless for classification.6
- Another way of writing this is1 $D = -\sum^K_{k=1}\hat p_{mk}log \hat p_{mk}$.
- Entropy will take on a value near 0 if the $\hat p_{mk}$'s are all near 0 or 1, therefore will take on a small value if the $m$th node is pure.
In [20]:
fig_num+=1
inf_gain_plot(plot_type="Entropy",
title="Figure %d: Entropy Impurity"%fig_num
)
In [21]:
DT_e1 = DecisionTreeClassifier(criterion='entropy',
max_depth = 1,
random_state=42)
regions_tree(DT_e1, datasets['flbl']['X'], datasets['flbl']['y'],
datasets['flbl']['feats'], datasets['flbl']['class'],
col_dict,
l_labels, r_labels, tp_labels, impurity = True,
title = "Extra: Shallow Tree with Entropy"
)
Gini Impurity4¶
Gini Impurity is an alternative measurement, which minimises the probabilty of misclassification,
$$ \begin{align} I_G(t) &= \sum^c_{i=1}p(i|t)(1-p(i|t)) \\ &= 1-\sum^c_{i=1}p(i|t)^2. \end{align} $$This measure is also maximal when classes are perfectly mixed (e.g. $c=2$):
$$ \begin{align} I_G(t) &= 1 - \sum^c_{i=1}0.5^2 = 0.5. \end{align} $$Notes
- it is also a measure of node "purity" as a small value indicates a node contains predominantly observations from a single class.
- Another way of writing this is1 for $K$ classes, $G = \sum^K_{k=1}\hat p_{mk}(1-\hat p_{mk})$.
- It takes a small value if all of the $\hat p_{mk}$'s are close to 0 or 1.
- Whether we use entropy or Gini impurity does not really matter, because both have the same concave/bell shape.
- Gini is computationally more efficient to compute than entropy due to the lack of the log.
In [22]:
fig_num+=1
inf_gain_plot(plot_type="Gini",
title="Figure %d: Gini Impurity"%fig_num)
In [23]:
regions_tree(DT_g1, datasets['flbl']['X'], datasets['flbl']['y'],
datasets['flbl']['feats'], datasets['flbl']['class'],
col_dict, l_labels, r_labels, tp_labels, impurity = True,
title = "Extra: Shallow Tree with Gini"
)
Why not Classification Error?¶
Classification Error is rarely used for information gain in practice.
This is because it can mean that tree growth gets stuck and error doesnt improve, this is not the case for a concave function such as entropy or gini.
Notes
- Classification Error its not even an option in
scikit-learn - Another example of this is given in exersise x
In [24]:
# taken from https://github.com/rasbt/stat479-machine-learning-fs19/blob/master/06_trees/06-trees__notes.pdf
fig_num+=1
print(color.BOLD+color.UNDERLINE+"Figure %d: Child Node Averages"%fig_num+color.END)
Image(os.path.join(image_dir, "entropy_pc.png"), width=550)
Out[24]:
Feature Importance¶
Decision trees allow us assess the importance of each feature for classifying the data.
The importance of a feature is the normalized total reduction of the criterion (e.g. Gini) brought by that feature10.
[INSERT ALGEBRA]
In [25]:
def tree_feat_import(DT, X, y, feat_names, class_names, title):
DT.fit(X, y)
# get the importances for the features
importances = DT.feature_importances_
importances_series = pd.Series(importances,index=feat_names).sort_values(ascending = False)
fig, axes = plt.subplots(nrows = 2, figsize=(15,15))
axes = axes.flatten()
with plt.style.context("classic"):
plt.sca(axes[0])
tp = tree.plot_tree(DT,
feature_names=feat_names,
class_names=class_names,
filled = True)
for i, node in enumerate(tp):
for class_name in datasets['bin']['class']:
if search(class_name, node.get_text()):
tp[i].set_backgroundcolor(col_dict[class_name])
plt.sca(axes[1])
# plot the important features
importances_series.plot.barh(legend =False, grid=False)
plt.suptitle(title)
plt.tight_layout()
#plt.xticks(rotation=45,ha='right')
#plt.savefig('forest_importances.png', dpi=300)
plt.show()
# summarize feature importance
for i,v in enumerate(importances):
print(color.BOLD+feat_names[i]+color.END+": %.3f" % (v))
print(color.BOLD+"total: "+color.END + str(round(sum(importances),2)))
fig_num+=1
tree_feat_import(DT_g, datasets['bin']['X'], datasets['bin']['y'],
datasets['bin']['feats'],datasets['bin']['class'],
'Figure %d: Feature Importances for Classifying Adelie and Gentoo Penguins'%fig_num)
Pruning¶
Question: When do we stop growing a tree?
Occam’s razor: Favor a simpler hypothesis, because a simpler hypothesis that fits the data equally well is more likely or plausible than a complex one5.
To minimize overfitting, we can either set limits on the trees before building them (pre-pruning), or reduce the tree by removing branches that do not significantly contribute (post-pruning).
NOTES
- In other words, if decision trees are not pruned, they have a high risk of overfitting to the training data5.
Dataset Example: X ¶
load_breast_cancer
In [26]:
X, y = load_breast_cancer(return_X_y=True, as_frame=True)
display(X.info())
Extra
You can explore the data below although I recomend limiting the number of features to plot for ease.
In [ ]:
X_plot = X.copy()
X_plot['type'] = y
fig_num+=1
sns.pairplot(X_plot.iloc[:,:8].join(X_plot.iloc[:,-1]), hue='type')
plt.suptitle("Figure %d: Breat Cancer Pairplot"%fig_num)
plt.tight_layout()
plt.show()
In [ ]:
col_dict = {
"benign":"#ff7600",
"malignant":"#057576"}
shape_dict = {
"benign":"o",
"malignant":"X"}
DT_g = DecisionTreeClassifier(criterion='gini',
random_state=42)
cancer_features = ['mean radius','mean smoothness']
regions_tree(DT_g, X[cancer_features].values, y.values, cancer_features,
load_breast_cancer().target_names, col_dict, yaxis_lim=[0.05,0.20],
title = "Figure %d: Breast Cancer Overfitting"%fig_num
)
Pre-Pruning¶
An a priori limit on nodes, or tree depth, is often set to avoid overfitting due to a deep tree4,5.
Notes
- Another one is to stop growing if a split is not statistically significant (e.g., $\chi^2$ test)5. However this is not yet availble in
sklearn, although I'm sure you can find some code for it somewhere on the internet.
In [ ]:
def hyper_search(model, params, X, y, save_path, n_iter=60, random_state=42, overwrite=False):
if os.path.exists(save_path) and overwrite==False:
#load the model
models = joblib.load(save_path)
else:
# check all param inputs are lists
if all(type(x)==list for x in params.values()):
search_type = "Gridsearch"
models = GridSearchCV(model, param_grid=params)
n_iter = len(list(itertools.product(*list(iter(params.values())))))
else:
search_type = "Randomsearch"
models = RandomizedSearchCV(model, param_distributions=params,
n_iter=n_iter, random_state=random_state)
start = time()
with warnings.catch_warnings():
warnings.simplefilter("ignore")
models.fit(X, y)
print(search_type + " took %.2f seconds for %d candidates" % ((time() - start), n_iter))
joblib.dump(models, save_path)
return models
# specify parameters and distributions to sample from
param_grid = {"max_depth":list(range(1,15))}
depth_gs = hyper_search(DT_g, param_grid, X[cancer_features].values, y,
os.path.join(os.getcwd(), "Models", "depth_gs_object.pkl"),
overwrite=False)
pd.DataFrame(depth_gs.cv_results_).sort_values("rank_test_score")[["param_max_depth", "mean_test_score", "std_test_score"]].head()
In [ ]:
def cancer_decision(DT, X, y, feature_names, class_names, xaxis_lim = None, yaxis_lim = None):
fig, axes = plt.subplots(ncols=1, figsize=(15, 5))
ax = plot_decision_regions(X, y, clf = DT,
markers = [shape_dict["Adelie"], shape_dict["Gentoo"]],
colors = col_dict["Adelie"]+","+col_dict["Gentoo"]
)
handles, labels = ax.get_legend_handles_labels()
ax.legend(handles,
feature_names,
framealpha=0.3, scatterpoints=1)
plt.xlabel(cancer_features[0])
plt.ylabel(cancer_features[1])
if xaxis_lim:
plt.xlim(xaxis_lim)
if yaxis_lim:
plt.ylim(yaxis_lim)
plt.show()
fig_num+=1
print("Using GridSearch, the best maximum tree depth was found to be: "+str(list(depth_gs.best_params_.values())[0]))
regions_tree(depth_gs.best_estimator_, X[cancer_features].values, y.values,
cancer_features, load_breast_cancer().target_names, col_dict,
yaxis_lim = [0.05,0.20], title= 'Figure %d: "Best" Maximum Tree Depth'%fig_num
)
TODO
- turn this into a function
- pull these numbers out of the gridsearch and dont do them again as they are not fully correct!
In [ ]:
from sklearn.metrics import accuracy_score
from sklearn.model_selection import train_test_split
X_train, X_test, y_train, y_test = train_test_split(X[cancer_features].values, y.values,
test_size = 0.2, random_state=42)
X_train, X_val, y_train, y_val = train_test_split(X_train, y_train,
test_size = 0.2, random_state=42)
scores_df = pd.DataFrame()
for depth in param_grid["max_depth"]:
DT = DecisionTreeClassifier(criterion='gini',
max_depth = depth,
random_state=42).fit(X_train, y_train)
train_score = accuracy_score(y_train, DT.predict(X_train))
val_score = accuracy_score(y_val, DT.predict(X_val))
depth_df = pd.DataFrame([depth, train_score, val_score], index = ["Depth", "Training", 'Validation'])
if depth == 1:
scores_df = depth_df
else:
scores_df = pd.concat([scores_df, depth_df], axis=1)
scores_df = scores_df.T
scores_df = pd.pivot(scores_df, values=['Training','Validation'],
columns=['Depth']).T.reset_index()
scores_df.columns = ['level', 'Depth', 'score']
fig_num+=1
sns.lineplot(data = scores_df, x='Depth', y = 'score', hue = 'level')
plt.title('Figure %d: Tree Depth and Dataset Accuracy'%fig_num)
plt.show()
We could also set a minimum number of data points for each node5.
In [ ]:
# specify parameters and distributions to sample from
param_grid = {"min_samples_leaf":list(range(1,15))}
lsamples_gs = hyper_search(DT_g, param_grid, X[cancer_features].values, y,
os.path.join(os.getcwd(), "Models", "lsamples_gs_object.pkl"),
overwrite=False)
pd.DataFrame(lsamples_gs.cv_results_).sort_values("rank_test_score")[["param_min_samples_leaf", "mean_test_score", "std_test_score"]].head()
In [ ]:
print("Using GridSearch, the best minimum samples per leaf was found to be: "+str(list(lsamples_gs.best_params_.values())[0]))
fig_num+=1
regions_tree(lsamples_gs.best_estimator_, X[cancer_features].values, y.values,
cancer_features, load_breast_cancer().target_names, col_dict,
yaxis_lim = [0.05,0.20], title = 'Figure %d: "Best" Minimum Samples per Leaf'%fig_num)
In [ ]:
scores_df = pd.DataFrame()
for samples in param_grid["min_samples_leaf"]:
DT = DecisionTreeClassifier(criterion='gini',
min_samples_leaf = samples,
random_state=42).fit(X_train, y_train)
train_score = accuracy_score(y_train, DT.predict(X_train))
val_score = accuracy_score(y_val, DT.predict(X_val))
samples_df = pd.DataFrame([samples, train_score, val_score], index = ["Leaf_Samples", "Training", 'Validation'])
if samples == 1:
scores_df = samples_df
else:
scores_df = pd.concat([scores_df, samples_df], axis=1)
scores_df = scores_df.T
scores_df = pd.pivot(scores_df, values=['Training','Validation'],
columns=['Leaf_Samples']).T.reset_index()
scores_df.columns = ['level', 'Leaf_Samples', 'score']
sns.lineplot(data = scores_df, x='Leaf_Samples', y = 'score', hue = 'level')
fig_num+=1
plt.title('Figure %d: Minimum Samples per Leaf and Dataset Accuracy'%fig_num)
plt.show()
Post-Pruning¶
In general, post-pruning consists of going back through the tree once it has been created and removing branches that do not significantly contribute to the error reduction and replacing them with leaf nodes6
Two common approaches are reduced-error pruning and cost-complexity pruning
- Reduced-error pruning5
- Greedily remove nodes based on validation set performance
- Generally improves performance but can be problematic for limited data set sizes.
- Cost-complexity pruning5
- Recursively finds the node with the “weakest link”.
- Nodes are characterized by $\alpha \geq 0$, and nodes with the smallest effective $\alpha$ are pruned first7.
- The trees are then defined as $I + \alpha|N|$, where $I$ is an impurity measure, such as the total misclassification rate of the terminal nodes, $\alpha$ is a tuning parameter, and $|N|$ is the total number of nodes5.
Cost-complexity pruning7¶
Using Scikit-learn, we can recursively fit a complex tree with no prior pruning and have a look at the effective alphas and the corresponding total leaf impurities at each step of the pruning process.
As alpha increases, more of the tree is pruned, thus creating a decision tree that generalizes better.
We can select the alpha that reduces the distance between the train and validation scores.
Notes
- In
Scikit-learn0.22 the parameterccp_alphawas introduced (short for Cost Complexity Pruning- Alpha) DecisionTreeClassifier.cost_complexity_pruning_pathreturns the effective alphas and the corresponding total leaf impurities at each step of the pruning process.
In [ ]:
# https://github.com/krishnaik06/Post_Pruning_DecisionTre/blob/master/plot_cost_complexity_pruning.ipynb
DT = DecisionTreeClassifier(criterion='gini',
random_state=42)
path = DT.cost_complexity_pruning_path(X_train,y_train)
ccp_alphas, impurities = path.ccp_alphas, path.impurities
clfs = []
for ccp_alpha in ccp_alphas:
clf = DecisionTreeClassifier(random_state=0, ccp_alpha=ccp_alpha)
clf.fit(X_train, y_train)
clfs.append(clf)
#print("Number of nodes in the last tree is: {} with ccp_alpha: {}".format(
# clfs[-1].tree_.node_count, ccp_alphas[-1]))
train_scores = [clf.score(X_train, y_train) for clf in clfs]
test_scores = [clf.score(X_test, y_test) for clf in clfs]
fig, axes = plt.subplots(ncols=2, figsize=(15, 5))
axes = axes.flatten()
for i, ax in enumerate(axes):
ax.set_xlabel("alpha")
ax.set_ylabel("accuracy")
ax.plot(ccp_alphas, train_scores, marker='o', label="train",
drawstyle="steps-post")
ax.plot(ccp_alphas, test_scores, marker='o', label="test",
drawstyle="steps-post")
ax.legend()
if i ==1:
ax.set_xlim(0.,0.008)
ax.set_ylim(0.85,1.01)
fig_num+=1
plt.suptitle("Figure %d: Accuracy vs Alpha for Training and Testing Sets"%fig_num)
plt.show()
Then we can train a decision tree using the chosen effective alpha.
In [ ]:
DT_ccp = DecisionTreeClassifier(criterion='gini',
random_state=42,
ccp_alpha = 0.0065
)
fig_num+=1
regions_tree(DT_ccp, X[cancer_features].values, y.values,
cancer_features, load_breast_cancer().target_names,
col_dict, yaxis_lim = [0.05,0.20],
title = 'Figure %d: "Best" Alpha for Accuracy'%fig_num
)
# get the importances for the features
importances = DT_ccp.feature_importances_
importances_series = pd.Series(importances,index=cancer_features).sort_values(ascending = False)
# summarize feature importance
for i,v in enumerate(importances):
print(color.BOLD+cancer_features[i]+color.END+": %.3f" % (v))
Other Algorithms¶
ID3 - Iterative Dichotomizer 38
- Splitting Criterion: Maximises Information Gain/ Minimises Entropy
- Number of Splits: Multiway
- Variables: Discrete binary and multi-category features
- Pruning: None
C4.59
- Splitting Criterion: Maximises Information Gain/ Minimises Entropy
- Number of Splits: Multiway
- Variables: Discrete & Continuous (expensive)
- Pruning: Post-Pruning
- can handle missing data
- C5.0 is the latest release version under a proprietary license
Notes
- you can read an introduction to ID3 in pgs.27-30 of Burkov (2019)
Associated Exercises¶
Now might be a good time to try exercises X-X.
References¶
- James, Gareth, Daniela Witten, Trevor Hastie, and Robert Tibshirani. An introduction to statistical learning. Vol. 112. New York: springer, 2013.
- Gorman KB, Williams TD, Fraser WR (2014). Ecological sexual dimorphism and environmental variability within a community of Antarctic penguins (genus Pygoscelis). PLoS ONE 9(3):e90081. https://doi.org/10.1371/journal.pone.0090081
- Géron, A. (2017). Hands-on machine learning with Scikit-Learn and TensorFlow: concepts, tools, and techniques to build intelligent systems. " O'Reilly Media, Inc.".
- Raschka, Sebastian, and Vahid Mirjalili. Python Machine Learning, 2nd Ed. Packt Publishing, 2017.
- https://github.com/rasbt/stat479-machine-learning-fs19/blob/master/06_trees/06-trees__notes.pdf
- Burkov, A. (2019). The hundred-page machine learning book (Vol. 1). Canada: Andriy Burkov.
- https://scikit-learn.org/stable/auto_examples/tree/plot_cost_complexity_pruning.html#:~:text=Cost%20complexity%20pruning%20provides%20another,the%20number%20of%20nodes%20pruned.
- Quinlan, J. R. (1986). Induction of decision trees. Machine learning, 1 (1), 81-106
- Quinlan, J. R. (1993). C4. 5: Programming for machine learning. Morgan Kauffmann, 38, 48.
- https://scikit-learn.org/stable/modules/generated/sklearn.tree.DecisionTreeClassifier.html#sklearn.tree.DecisionTreeClassifier
In [ ]:
import sys
from shutil import copyfile
# where the HTML template is located
dst = os.path.join(sys.prefix, 'lib', 'site-packages', 'nbconvert', 'templates', "classic.tplx")
# If its not located where it should be
if not os.path.exists(dst):
# uses a nb_pdf_template
curr_path = os.path.join(os.getcwd(),"..", "Extra", "classic.tplx")
# copy where it is meant to be
copyfile(curr_path, dst)
# Create HTML notes document (preferred)
!jupyter nbconvert 1_Decision_Trees.ipynb \
--to html \
--output-dir . \
--template classic
# Create html slides (issues)
!jupyter nbconvert 1_Decision_Trees.ipynb \
--to slides \
--output-dir . \
--TemplateExporter.exclude_input=True \
--TemplateExporter.exclude_output_prompt=True \
--SlidesExporter.reveal_scroll=True
# Create pdf notes document (issues)
!jupyter nbconvert 1_Decision_Trees.ipynb \
--to html \
--output-dir ./PDF_Prep \
--output 1_Decision_Trees_no_code \
--TemplateExporter.exclude_input=True \
--TemplateExporter.exclude_output_prompt=True